Fundamentals of Futures and Options Markets
- 8th ed.
- India : Pearson , 2014 .
- 584 p . : ill . ; 24 cm
Mechanics of Future Markets. Heading Strategies Using Futures. Interest Rates. Determination of Forward and Future Prices. Interest Rate Futures. Swaps. Securitization and the Credit Crisis of 2007. Mechanics of Options Markets. Properties of Option Markets. Trading Strategies Involving Options. Introduction to Binomial Trees. Valuing Stock Options: The Black-Scholes-Merton Model.